A note on the choice of the smoothing parameter in the kernel dinsity estimate

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dc.contributor.authorFroelich, Daniel F.
dc.contributor.authorRahman, Mezbahur
dc.date.accessioned2010-10-11T06:08:23Z
dc.date.available2010-10-11T06:08:23Z
dc.date.issued2009
dc.description.abstractAmong different density estimation procedures, the kernel density estimation has attracted the most attention. In this paper, the choices for smoothing parameter is discussed when the widely used Gaussian kernel is used in implementing the kernel density estimate. A simulation study is conducted from several mixtures of normal distributions covering a wide range of distributional shapes.
dc.identifier.otherhttps://dspace.bracu.ac.bd/server/api/core/items/889cf32c-93e7-450d-a808-b60f827f590e
dc.identifier.urihttp://hdl.handle.net/10361/451
dc.language.isoen
dc.publisherBRAC University
dc.sourceBRAC University Institutional Repository
dc.subjectBias
dc.subjectMean integrated squared error
dc.subjectNewton Rapson Method
dc.titleA note on the choice of the smoothing parameter in the kernel dinsity estimate
dc.typeArticle

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Volume 06, Number 01, 2009